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1.
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Modèles stochastiques en finance/ Nicole El Karoui, Étienne Pardoux. by
  • El Karoui, Nicole
  • Pardoux, E. (Etienne), 1947-
Edition: Éd. 1999.
Publication details: Palaiseau: École Polytechnique,
Other title:
  • Majeure de Mathématiques appliquées: Modèles stochastiques en finance
Availability: Items available for loan: Castorina (1)Call number: 519.23 E37m 1994 IMPA.

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2.
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Lectures on the mathematics of finance/ Ioannis Karatzas. by
  • Karatzas, Ioannis
Series: CRM monograph series / Centre de recherches mathématiques Université de Montréal ; v. 8.
Publication details: Providence, R.I.: American Mathematical society, c1997
Availability: Items available for loan: Castorina (2)Call number: 332.015 K18l 1997 IMPA, ...

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3.
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Stochastic processes with applications to finance/ Masaaki Kijima. by
  • Kijima, Masaaki, 1957-
Publication details: Boca Raton: Chapman & Hall/CRC, c2003
Availability: Items available for loan: Castorina (1)Call number: 519.23 K47s 2003 IMPA.

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4.
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Paris-Princeton Lectures on Mathematical Finance 2004/ René A. Carmona ... [et al.] ; editorial committee, R.A. Carmona ... [et al.]. by
  • Paris-Princeton Lectures on Mathematical Finance (2004)
  • Carmona, R. (René)
Series: Lecture notes in mathematics (Springer-Verlag) ; 1919.
Publication details: Berlin; New York: Springer, c2007
Online access:
Availability: Items available for loan: Castorina (1).

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5.
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Mathématiques financières/ Maurice Saada. by
  • Saada, Maurice
Series: Que sais-je? ; 2192
Edition: 2e éd.
Publication details: Paris: Presses Universitaires de France, c1991
Availability: Items available for loan: Castorina (1)Call number: 332.015 S111m 1991 IMPA.

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